+594.1%
EWT vs D
+779.8%
-185.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +4.0% | +1.5% | +2.5% | +3.5% |
| 30D | +10.3% | -2.6% | +12.9% | +11.3% |
| 3M | +6.1% | 0.0% | +6.1% | +5.8% |
| 6M | +56.6% | +7.4% | +49.3% | +51.8% |
| YTD | +76.6% | +15.9% | +60.7% | +66.5% |
| 1Y | +97.9% | +18.1% | +79.7% | +84.7% |
| 3Y | +198.0% | +58.4% | +139.6% | +143.5% |
| 5Y | +151.8% | +5.2% | +146.6% | +135.8% |
| 10Y | +514.1% | +35.9% | +478.3% | +382.4% |
| All | +594.1% | +779.8% | -185.7% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling